+18.8%
TMO vs CB
+69.9%
-51.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -0.5% | -0.5% | +0.1% | -0.4% |
| 30D | +1.0% | -3.1% | +4.1% | +1.4% |
| 3M | +22.7% | +4.2% | +18.5% | +22.1% |
| 6M | +19.0% | +4.7% | +14.3% | +18.2% |
| YTD | +4.7% | +8.8% | -4.1% | +3.3% |
| 1Y | +26.0% | +22.6% | +3.4% | +21.2% |
| All | +18.8% | +69.9% | -51.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling